NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	81.35	81.11	-0.24	-0.3%	79.13
High	81.24	81.25	0.01	0.0%	81.25
Low	80.09	80.60	0.51	0.6%	78.44
Close	81.35	81.11	-0.24	-0.3%	81.11
Range	1.15	0.65	-0.50	-43.5%	2.81
ATR	1.58	1.52	-0.06	-3.8%	0.00
Volume	7,169	5,154	-2,015	-28.1%	20,476

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.94	82.67	81.47
R3	82.29	82.02	81.29
R2	81.64	81.64	81.23
R1	81.37	81.37	81.17	81.44
PP	80.99	80.99	80.99	81.02
S1	80.72	80.72	81.05	80.79
S2	80.34	80.34	80.99
S3	79.69	80.07	80.93
S4	79.04	79.42	80.75

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.70	87.71	82.66
R3	85.89	84.90	81.88
R2	83.08	83.08	81.63
R1	82.09	82.09	81.37	82.59
PP	80.27	80.27	80.27	80.51
S1	79.28	79.28	80.85	79.78
S2	77.46	77.46	80.59
S3	74.65	76.47	80.34
S4	71.84	73.66	79.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.25	78.44	2.81	3.5%	1.11	1.4%	95%	True	False	4,095
10	81.25	77.66	3.59	4.4%	1.14	1.4%	96%	True	False	3,071
20	81.54	74.37	7.17	8.8%	1.14	1.4%	94%	False	False	2,686
40	83.37	74.37	9.00	11.1%	1.10	1.4%	75%	False	False	2,640

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	84.01
2.618	82.95
1.618	82.30
1.000	81.90
0.618	81.65
HIGH	81.25
0.618	81.00
0.500	80.93
0.382	80.85
LOW	80.60
0.618	80.20
1.000	79.95
1.618	79.55
2.618	78.90
4.250	77.84

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	81.05	80.78
PP	80.99	80.44
S1	80.93	80.11

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These figures are updated between 7pm and 10pm EST after a trading day.

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